Shen Luo readily agreed to join primarily because he didn't want Ao Hong to face the adventure alone. Besides, he also wanted to see if he could meet the East Sea Dragon King again to dig deeper into any new information about Chiyou.
Only after gathering more information about Chiyou and his divided souls, could he use these leads to find the reincarnated souls after waking up from his dream. Perhaps, he would stand a chance to prevent the Demonic Tribulation, and stop the disaster from recurring a thousand years later.
In addition, Shen Luo wanted to inquire about advancing to the Nascent Soul Stage past the Soul Condensation stage. This knowledge would lay pathways for his real-life cultivation. After all, he had only previously advanced to the Nascent Soul Stage in his dream after hearing a few Daoist sermons on Mount Fangcun. He did not have any hands-on experience that he could follow.